Credit Risk Analysis
Credit risk analysis at the level of an operative branch of the bank
... de credit este în mod uzual definit ca posibilitatea ca un debitor / contra parte nu va reuşi să îşi îndeplinească obligaţiile în conformitate cu condiţiile convenite în ...de credit este de a menţine ...
13
Credit Risk Analysis for SME Bank Financing – Albanian Case
... area. Credit standards for euro-zone countries, which usually precede the development of those in our country, are tight for both businesses and individuals during this ...
16
Credit risk analysis of Jamuna Bank Limited
... the Credit Risk Grading Score Sheet and shall arrive at a risk grading in consultation with a Senior Relationship Manager and document it as per Credit Risk Grad[r] ...
104
Sovereign Credit Risk Analysis for Selected Asian and European Countries
... market’s risk attitudes on sovereign risk ...market risk premia required by investors as compensation for default ...sovereign credit risk and country-specific fundamentals as well as ...
85
Risk-based credit analysis using ethnomethodology approach
... the credit risk analysis and the causes of the possible occurrence of the risk, as well as the policies conducted to control of the credit ...the credit risk control ...
8
Signaling Credit Risk in Agriculture: Implications for Capital Structure Analysis
... farmers’ credit capacity to various financial characteristics and risk man- agement was conceptualized by Baker, empir- ically tested in several studies, and found to differ significantly among such factors ...
16
Analysis of bank Migration of Credit Risk using Transition Matrices
... Mahlmann(2006), such a difference between matrices having same mobility amount is of great importance in Credit risk context since migrations which are far possess diverse financial and economic ...
5
Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises
... Credit risk is referred to as the risk of loss when a debtor does not fulfill its debt contract and is of natural interest to practitioners in the financial industry as well as to ...transfer ...
30
An Empirical Analysis of Credit Risk Factors of the Slovenian Banking System
... the risk of all investments and caus- ing investment’s systematic credit risk and those influencing the risk of an individual investment and causing investment’s unsystematic credit ...
18
Risk analysis and controllability of credit market
... Abstract. In this paper we present the behaviours of a simple credit market model built upon a static directed complex network topology. We found that the market structure plays a key role on the stability of such ...
11
Credit risk modeling and CDS valuation: an analysis of structural models
... other credit risk measures than CDS spreads, like default probabilities and recovery ...advanced credit risk modeling approach in Basel II (internal ratings based ...market risk, ...
92
Credit risk and credit derivatives in banking
... basis risk we introduce the following modification: The market uses no longer the share of non–performing loans ˜ θ, but a share ˜ g as underlying of the derivatives ...
9
Essays on Credit Risk and Credit Derivatives
... structural credit risk ...of Credit Default Swap spreads (CDS spreads) for a large cross-section of ...and credit markets and is related to recent studies on the lead-lag relationship between ...
182
Managing Credit Risk with Credit Derivatives
... MPRA Munich Personal RePEc Archive. Managing Credit Risk with Credit Derivatives[r] ...
12
Establishment and analysis of the credit risk profile in a Romanian retail bank
... the risk administration, credit institutions must choose a risk profile, setting out the objectives and the strategy for each significant type of risk, including the outsourcing activities ...
6
Credit risk with semimartingales and risk-neutrality
... 2.1. Risk-free Bond Market Structure. In this subsection, we introduce some well-known results due to Bjork, Di Masi, Kabanov and Runggaldier (1997) for risk-free bonds, that will be extended later for ...
25
Credit portfolios and risk weighted assets: analysis of European banks
... our analysis based on the EBA data, we find several stylized facts regarding RWAs and the use of the IRB ...their credit portfolios are characterized by: I) a high relative weight of the retail portfolio ...
24
Essays on credit risk
... Amongst the nine firm-specific predictor variables, the net income over total asset (NITA), the total liability over total asset (TLTA), the cash to total asset (CASHTA), the market over book ratio (MB) are calculated ...
95
An Empirical Analysis of Management Attitude towards Risk and Credit Management
... as credit, market and operational risk. Although all these risk militate against the performance of banks in several ways, Chijoriga (1997) argues that the size and the level of loss caused by ...
7
Portfolio Credit Risk
... the credit risk profile at the time the deal is ...of risk exposure should lead to a higher premium or to a deal not being ...in risk exposure could lead to a more ...
150